He managed the Gateway Grizzlies, a Frontier League team based in Sauget, Illinois from 2003–2006, compiling a record of 197-175 and one league championship. In 2008 he coached the New Athens, Illinois High School baseball team, however he resigned mid-season. Cox currently frequents clinics in the St. Louis area, and offers pitching lessons to young players near his Freeburg, IL home.